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An analytical approximation to the option formula for the GARCH model
Choi, Youngsoo - In: International review of financial analysis 14 (2005) 2, pp. 149-164
Persistent link: https://www.econbiz.de/10002738237
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A simple model of the nominal term structure of interest rates
Choi, Youngsoo; Wirjanto, Tony S. - 2008
Persistent link: https://www.econbiz.de/10003975392
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Effects of rollover strategies and information stability on the performance measures in options markets : an examination of the KOSPI 200 index options market
Choi, Youngsoo; Ok, Soonchan - In: The journal of futures markets 32 (2012) 4, pp. 360-388
Persistent link: https://www.econbiz.de/10010218778
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An analytic approximation formula for pricing zero-coupon bonds
Choi, Youngsoo; Wirjanto, Tony S. - In: Finance research letters 4 (2007) 2, pp. 116-126
Persistent link: https://www.econbiz.de/10003477217
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Asymmetric tax multipliers
Jones, Paul M.; Olson, Eric; Wohar, Mark E. - In: Journal of macroeconomics 43 (2015), pp. 38-48
Persistent link: https://www.econbiz.de/10011506951
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Presidential approval and macroeconomic conditions : evidence from a nonlinear model
Choi, Seung-Whan; James, Patrick; Li, Yitan; Olson, Eric - In: Applied economics 48 (2016) 46/48, pp. 4558-4572
Persistent link: https://www.econbiz.de/10011640677
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Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan; Olson, Eric; Wohar, Mark E. - In: Journal of forecasting 36 (2017) 6, pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
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Tax multipliers and monetary policy : evidence from a threshold model
Jones, Paul M.; Olson, Eric - In: Economics letters 122 (2014) 2, pp. 116-118
Persistent link: https://www.econbiz.de/10010395274
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Using Romer and Romer’s new measure of monetary policy shocks to identify the AD and AS shocks
Cover, James Peery; Olson, Eric - In: Applied economics 45 (2013) 19/21, pp. 2838-2846
Persistent link: https://www.econbiz.de/10010189346